Optimal Filtering, Interpolation and Extrapolation of Markov Processes with a Countable Number of States

Statistics of Random Processes ◽

10.1007/978-3-662-13043-8_10 ◽

2001 ◽

pp. 351-373

Author(s):

Robert S. Liptser ◽

Albert N. Shiryaev

Keyword(s):

Markov Processes ◽

Optimal Filtering ◽

Countable Number

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Optimal filtering, interpolation and extrapolation of Markov processes with a countable number of states

Statistics of Random Processes I ◽

10.1007/978-1-4757-1665-8_10 ◽

1977 ◽

pp. 329-350 ◽

Cited By ~ 1

Author(s):

R. S. Liptser ◽

A. N. Shiryayev

Keyword(s):

Markov Processes ◽

Optimal Filtering ◽

Countable Number

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Markov Processes with A Countable Number of States (No. 10)

Selected Works of A. N. Kolmogorov ◽

10.1007/978-94-011-2260-3_56 ◽

1992 ◽

pp. 528-528

Author(s):

B. A. Sevastyanov

Keyword(s):

Markov Processes ◽

Countable Number

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Regularity of a certain class of Markov processes with a countable number of states

Lithuanian Mathematical Journal ◽

10.1007/bf00975420 ◽

1976 ◽

Vol 15 (1) ◽

pp. 53-55

Author(s):

A. Baltrunas

Keyword(s):

Markov Processes ◽

Countable Number

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On Differentiability of Transition Probabilities of Time-Homogeneous Markov Processes with A Countable Number of States

Selected Works of A. N. Kolmogorov ◽

10.1007/978-94-011-2260-3_39 ◽

1992 ◽

pp. 395-403

Author(s):

A. N. Shiryayev

Keyword(s):

Markov Processes ◽

Transition Probabilities ◽

Countable Number

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Homogeneous Markov Processes with a Countable Number of States

Introduction to Random Processes - Springer Series in Soviet Mathematics ◽

10.1007/978-3-642-72717-7_2 ◽

1987 ◽

pp. 10-17

Author(s):

Yuriĭ A. Rozanov

Keyword(s):

Markov Processes ◽

Countable Number

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Homogeneous Markov Processes with a Countable Number of States

Introduction to Random Processes - Springer Series in Soviet Mathematics ◽

10.1007/978-3-642-72717-7_3 ◽

1987 ◽

pp. 18-24

Author(s):

Yuriĭ A. Rozanov

Keyword(s):

Markov Processes ◽

Countable Number

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On Transient Markov Processes with a Countable Number of States and Stationary Transition Probabilities

The Annals of Mathematical Statistics ◽

10.1214/aoms/1177728425 ◽

1955 ◽

Vol 26 (4) ◽

pp. 654-658 ◽

Cited By ~ 33

Author(s):

David Blackwell

Keyword(s):

Markov Processes ◽

Transition Probabilities ◽

Countable Number ◽

Stationary Transition

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Markov Processes, Gaussian Processes, and Local Times

10.1017/cbo9780511617997 ◽

2006 ◽

Cited By ~ 85

Author(s):

Michael B. Marcus ◽

Jay Rosen

Keyword(s):

Markov Processes ◽

Gaussian Processes ◽

Local Times

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Nonlinear Markov Processes and Kinetic Equations

10.1017/cbo9780511760303 ◽

2009 ◽

Cited By ~ 88

Author(s):

Vassili N. Kolokoltsov

Keyword(s):

Markov Processes ◽

Kinetic Equations ◽

Nonlinear Markov Processes

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Bilinear Markov Processes of Searching for Moving Targets

Journal of Automation and Information Sciences ◽

10.1615/jautomatinfscien.v33.i5-8.30 ◽

2001 ◽

Vol 33 (5-8) ◽

pp. 13

Author(s):

Karen G. Dzyubenko ◽

Arkadiy A. Chikriy

Keyword(s):

Markov Processes ◽

Moving Targets

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